Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.336768 0.369620 0.405790 0.448855 0.499112 0.556387 0.627288
2025-11-16 0.294973 0.336505 0.385047 0.446832 0.524665 0.621309 0.753488
2025-11-23 0.273644 0.321662 0.380496 0.459595 0.565991 0.708722 0.923513
2025-11-30 0.253098 0.304283 0.369294 0.460547 0.590037 0.775580 1.079921
2025-12-07 0.235299 0.287990 0.356879 0.457072 0.605855 0.831793 1.233225
2025-12-14 0.219752 0.272918 0.344105 0.450782 0.615525 0.879000 1.383423
2025-12-21 0.205277 0.257944 0.329839 0.440258 0.616490 0.911254 1.514941
2025-12-28 0.198441 0.252786 0.328671 0.448697 0.648128 1.001045 1.791063
2026-01-04 0.193776 0.250186 0.330749 0.462017 0.689411 1.116891 2.175427
2026-01-11 0.184927 0.240928 0.322138 0.457189 0.698083 1.171198 2.436527
2026-01-18 0.179769 0.236660 0.320630 0.463668 0.727904 1.275618 2.894567
2026-01-25 0.169555 0.224325 0.305851 0.446348 0.710401 1.272800 3.025104
2026-02-01 0.159511 0.211972 0.290654 0.427676 0.689263 1.260539 3.132010
2026-02-08 0.154228 0.206525 0.286001 0.426966 0.703667 1.336013 3.613569
2026-02-15 0.152112 0.205741 0.288662 0.439377 0.746600 1.494842 4.602905
2026-02-22 0.147890 0.201459 0.285319 0.440465 0.765664 1.597115 5.481627
2026-03-01 0.143175 0.196169 0.279971 0.437292 0.774843 1.674682 6.358311
2026-03-08 0.138304 0.190410 0.273506 0.431433 0.777100 1.732764 7.231257
2026-03-15 0.133047 0.183823 0.265304 0.421583 0.768796 1.755845 7.913047
2026-03-22 0.131183 0.182582 0.266139 0.429497 0.804144 1.935845 10.479253
2026-03-29 0.130144 0.182608 0.269133 0.441972 0.853054 2.187953 15.249180
2026-04-05 0.126476 0.178175 0.264049 0.437453 0.857608 2.274977 18.458280
2026-04-12 0.124622 0.176655 0.264045 0.443517 0.891368 2.499123 26.939552